Firewall ProblemYou appear to have a firewall or router that is blocking you from playing games.
Firewalls are designed to prevent unwanted communication to and from your computer or network, but sometimes they are too strict and actually block legitimate data. That is what is happening here.
The built-in firewall in Mac OS X (in Sharing in System Preferences) will not be the problem. You will be able to play games with GameRanger with that firewall enabled.
The firewall that is causing the problem is likely to be in your modem/router. You will need to ask your ISP (Internet Service Provider) or refer to your router's instruction manual for information on how to open UDP port 16000 in your firewall. Most routers are configured through a web page built into them. You may be able to reach yours here. Unfortunately, it is not possible to offer step-by-step instructions here as every router is different.
If you are at work on a company network or at a university, you may not be able to fix the problem yourself. Instead you may have to ask the network administrator to open UDP port 16000 in the firewall.